-5.9%
COF vs CI
-4.4%
-1.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -6.1% | -1.3% | -4.7% | -5.9% |
| 30D | -5.2% | +3.1% | -8.3% | -5.5% |
| 3M | +17.0% | -4.5% | +21.5% | +17.5% |
| 6M | +12.9% | +8.3% | +4.7% | +11.0% |
| YTD | -13.5% | +3.8% | -17.3% | -14.3% |
| 1Y | -5.9% | -5.0% | -0.8% | -6.8% |
| All | -5.9% | -4.4% | -1.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling